That took a while! The bug from comment:5 required a very specific combination to trigger: a python3 v2.5.x xpra client connecting to a v3.0 shadow server!
(though at least some of the bugs fixed below may well be triggered with other setups)

@stdedos: this should work much better for you. (new beta builds in progress)
There may still be problems with v2.5.x when doing the very first copy, but once the clipboard is properly initialized it should be fine.